V-Lab: Fortis Inc/Canada Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Fortis Inc/Canada Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:14.04% (+0.38%)

Analysis last updated: Thursday, April 18, 2024 at 12:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8626	6.84
$α$	0.1012	8.62
$β$	0.8491	38.18
$γ_{1}$	-0.0169	-0.31
$γ_{2}$	0.0512	0.59
$γ_{3}$	-0.0479	-0.77
$γ_{4}$	-0.0113	-0.20
$γ_{5}$	0.0942	1.64
$γ_{6}$	-0.2030	-3.54
$γ_{7}$	0.2573	4.03
$γ_{8}$	-0.2052	-2.80
$γ_{9}$	0.1523	2.31
$γ_{10}$	-0.1018	-2.53

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts